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The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 299-303
Persistent link: https://www.econbiz.de/10001223697
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A new test for structural stability based on recursive residuals
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 61 (1999) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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A New Test for Structural Stability Based on Recursive Residuals
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 61 (1999) 1, pp. 109-120
Persistent link: https://www.econbiz.de/10006462562
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The Limiting Distribution of Post-sample Stability Tests for GMM Estimation when the Potential Break Date in Unknown
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 299
Persistent link: https://www.econbiz.de/10006474354